FactorPad
Build a Better Process

Stock Risk Measures for Jetblue Airways Corp

A quantitative factor review, as of July 31, 2020.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
by Paul Alan Davis, CFA
Updated: August 02, 2020
See how we arrive at an overall risk score of 63 for JBLU below.

/ factorpad.com / stocks / f18btt.html



JBLU Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Jetblue Airways Corp. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how JBLU stock compares to 2,000+ US-based stocks, and to peers in the Transportation sector and Airlines industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo JetBlue Airways Corp. provides air transportation services. It carries more than 30 million customers a year to 86 cities in the U.S., Caribbean, and Latin America with an average of 850 daily flights. The company offers flights and tickets to more than 82 destinations, with accommodations such as free TV, free snacks, and most legroom. JetBlue Airways was founded by David Gary Neeleman in August, 1998 and is headquartered in Long Island City, NY.

Identity

Sector and Industry

Share Data

Shares and Float

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

/ factorpad.com / stocks / f18btt.html


JBLU stock risk
JETBLUE AIRWAYS CORP stock beta
JBLU risk report
JBLU f18btt
JBLU risk analysis
JBLU volatility
JETBLUE AIRWAYS CORP credit risk
JBLU liquidity risk
JBLU leverage
JBLU valuation
JBLU systematic risk
JBLU specific risk
JETBLUE AIRWAYS CORP volatility
JBLU analysis
JBLU financial ratio